The run goes on and on with a kind of irresistible inevitability, cause for celebration but also cause for concern. Barcelona go into Wednesday's match against Milan top of the Spanish league, a 2-1 victory in Granada giving them a 12-point lead on Atlético Madrid, 16 points ahead of Real Madrid. Leo Messi scored both goals, taking his tally to 37 league goals this season – as many or more than 17 teams in Spain's top division – and making this latest victory the 14th consecutive game in which he had scored.

Another frustratingly simple goal made the win in Granada the ninth consecutive game in which they have let in at least one. They have not kept a clean sheet since a 5-0 win against Second Division Córdoba on 10 January and they have kept only five all season in the league. Barcelona have conceded more than Atlético, Madrid and Málaga. And it is that, as much as Messi's goals, that has occupied attention as they return to the Champions League.

Younger generations would disagree but speak to older Barcelona fans, or even players, and they will tell you that pessimism comes with the package. Silver linings so often have a cloud. Charly Rexach, a man who dedicated three decades to the club as player, coach and youth team director, the man who signed Messi on a napkin, expressed it best: at Barcelona there was always something. And yet he says he is not worried about the trip to Milan. It is not about goals against but about final scores.

On the face of it, few in Catalonia should be worried. They are favourites. Bojan Krkic, the former Barcelona player now at Milan, was asked what he considered a good result for his side in the first leg at San Siro. He replied: "Still being alive."

"Whoever Barcelona play against, they win 95% of their games," said the Milan manager Massimiliano Allegri. "That's what the stats say."

But the stats also say that Barcelona concede goals: an average of 1.07 a game. They say that Barcelona give teams a chance. For all their dominance they are failing to kill games which, however absurd it sounds, may yet prove problematic. Cesc Fábregas and David Villa, who has not travelled, have six goals each; Alexis Sánchez, whose crisis of confidence is evident, has just one. And when they fail to kill games there is no escaping the fact that at the other end Barcelona transmit insecurity. There is something vulnerable about them; the door is left open.

That may not matter in the league any more but it is tempting to conclude that it could matter in the Champions League, where they have let in five goals in six games. Better teams should, in theory, punish them more; the vulnerability will be more easily exploited.

As Arrigo Sacchi put it: "There's a big difference between Barcelona and Milan but be careful because a team that's not at its best can be knocked out." That is the bad news. The good is that greater competition and greater importance might bring with it greater focus, better performances. Still the threat lingers. If not Milan, perhaps whoever comes next. With the league title all but won, an important achievement but one that has been assimilated, Europe will define this season.

Barcelona's possession-based game is about defending as well as attacking. They have conceded fewer shots in La Liga than any team except Atlético Madrid. And nor are they as vulnerable in the air as the easy assumption suggests. They are a small team but only Real Madrid have allowed fewer opposition headers on goal than Barcelona – and Madrid have conceded four league headers, Barcelona not one. The few chances they concede tend to be clearer, though, and the comparative simplicity of the goals conceded will concern. "They have to make fewer frivolous decisions," Rexach said.

There is an element of the short blanket syndrome about Barcelona: you can cover your head or your feet but not both at once. This is, in part, a decision – and one that, for all the fears about goals conceded, results vindicate. You can let in one if Messi scores two. They have scored 80 league goals: 20 more than Madrid. Barcelona play high up the pitch. That allows greater control and territorial advantage but when the ball is played – or sometimes just hoofed – it finds space behind them. Besides, the pressure appears a little less intense than previously.

Barcelona are more exposed; the arrival of Jordi Alba on the other side to Dani Alves, gives them two full-backs who like to attack, not just one. Meanwhile, Gerard Piqué, vital to the functioning of the defence, has played more than last year and more than either Carles Puyol or Javier Mascherano – but even that is less than 60% of the total minutes played.

Barcelona have the talent and temperament to at least partially resolve their problems, if they can be called problems. What they do not have at the moment is the man that can most help them to do so: the coach Tito Vilanova is in New York, undergoing treatment for cancer. He watches every match and training session and is in contact with Jordi Roura, his No2, but he has not been in Catalonia and he will not be in Milan. Xavi, Busquets, Iniesta and Pedro, on the other hand, will be. And so will Leo Messi.